An estimated 37,000 cisgender and transgender women work as sex workers in Malaysia, a population that has been disproportionately affected by the HIV epidemic. Although Malaysia provides no-cost antiretroviral therapy (ART) to people with HIV, little is known about sex workers' engagement in the HIV care continuum. We analyzed data from 57 HIV-infected cisgender women (n = 33) and transgender women (n = 24) sex workers from a respondent-driven sampling study on HIV prevalence among sex workers in Kuala Lumpur, Malaysia. We examined the proportion of women who were newly diagnosed with HIV, had a baseline CD-4 count test, were initiated and retained on antiretroviral treatment (ART). Overall, only 26.3% had ever been HIV tested and almost 60% were newly diagnosed. Only a small proportion of cisgender (15.2%) and transgender (12.5%) women were currently taking ART. Interventions to enhance sex workers' engagement in the HIV care continuum are urgently needed. Deployment of evidence-based strategies to improve linkage and retention in HIV care should be adapted to address the unique needs of this important key population.